+50.4%
PRU vs XYL
+5.2%
+45.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.8% |
| 7D | +2.4% | +5.9% | -3.5% | +0.2% |
| 30D | +6.1% | -3.9% | +10.0% | +6.9% |
| 3M | -0.7% | -18.7% | +18.0% | +7.3% |
| 6M | +22.1% | -16.9% | +38.9% | +30.1% |
| YTD | +9.8% | -27.4% | +37.1% | +23.8% |
| 1Y | +19.4% | -34.0% | +53.4% | +41.9% |
| 3Y | +50.4% | +5.6% | +44.8% | +34.1% |
| All | +50.4% | +5.2% | +45.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling